+34.5%
QXO vs WING
+407.7%
-373.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.8% | -1.0% |
| 7D | -7.8% | +7.2% | -15.0% | -9.1% |
| 30D | -18.1% | +4.8% | -22.9% | -19.1% |
| 3M | -25.8% | -23.7% | -2.1% | -22.3% |
| 6M | -41.7% | -43.6% | +1.9% | -35.6% |
| YTD | -36.2% | -50.6% | +14.4% | -28.3% |
| 1Y | -42.1% | -57.0% | +14.9% | -33.5% |
| 3Y | -46.2% | -28.3% | -17.9% | -49.8% |
| 5Y | -70.7% | -32.4% | -38.3% | -73.9% |
| All | +34.5% | +407.7% | -373.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling